AMPT 2EN
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in AMPT 2EN, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly
The earliest data available for this chart is Sep 30, 2016, corresponding to the inception date of RCRIX
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 22.85% | 4.16% | 15.77% | 35.40% | 14.46% | 12.04% |
| AMPT 2EN | 6.70% | -0.47% | 8.80% | 16.62% | 3.63% | N/A |
| Portfolio components: | ||||||
SRLN SPDR Blackstone Senior Loan ETF | 6.66% | 1.24% | 4.79% | 9.91% | 4.63% | 3.96% |
DTD WisdomTree U.S. Total Dividend Fund | 21.41% | 4.27% | 17.02% | 33.06% | 12.45% | 11.53% |
TLT iShares 20+ Year Treasury Bond ETF | -2.32% | -6.31% | 7.60% | 11.33% | -5.43% | -0.08% |
SJNK SPDR Bloomberg Barclays Short Term High Yield Bond ETF | 7.57% | 0.74% | 7.23% | 14.08% | 5.11% | 4.37% |
HYG iShares iBoxx $ High Yield Corporate Bond ETF | 7.70% | 0.46% | 8.05% | 16.28% | 3.48% | 3.90% |
VCLT Vanguard Long-Term Corporate Bond ETF | 2.41% | -2.69% | 9.45% | 17.27% | -0.67% | 2.72% |
RCRIX RiverPark Floating Rate CMBS Fund | 7.99% | 1.26% | 4.17% | 10.07% | 2.18% | N/A |
JNK SPDR Barclays High Yield Bond ETF | 7.50% | 0.34% | 7.83% | 16.14% | 3.49% | 3.66% |
XLY Consumer Discretionary Select Sector SPDR Fund | 11.13% | 2.79% | 13.84% | 25.22% | 11.10% | 13.28% |
Monthly Returns
The table below presents the monthly returns of AMPT 2EN, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.71% | 0.67% | 1.28% | -2.91% | 1.87% | 1.05% | 2.57% | 1.53% | 2.26% | 6.70% | |||
| 2023 | 5.80% | -2.52% | 2.14% | 0.39% | -1.29% | 3.00% | 0.58% | -0.93% | -3.38% | -2.63% | 6.41% | 4.84% | 12.46% |
| 2022 | -3.13% | -1.57% | -1.02% | -5.77% | -0.50% | -5.02% | 5.72% | -3.19% | -5.73% | 1.01% | 4.32% | -2.81% | -16.95% |
| 2021 | -0.89% | -1.18% | 0.32% | 1.97% | 0.03% | 2.11% | 1.23% | 0.56% | -1.50% | 2.36% | 0.17% | 0.96% | 6.21% |
| 2020 | 1.60% | -0.70% | -8.33% | 6.62% | 2.35% | 1.14% | 4.44% | 0.38% | -0.68% | -1.25% | 4.34% | 1.24% | 10.88% |
| 2019 | 4.05% | 0.81% | 2.32% | 1.09% | -0.53% | 3.02% | 0.60% | 2.54% | 0.05% | -0.09% | 0.72% | 0.71% | 16.30% |
| 2018 | 0.67% | -2.01% | 0.15% | -0.15% | 0.86% | 0.49% | 1.11% | 1.24% | -0.23% | -3.03% | 0.48% | -1.19% | -1.69% |
| 2017 | 1.02% | 1.56% | -0.04% | 1.03% | 1.20% | 0.22% | 0.69% | 0.61% | 0.09% | 0.58% | 0.97% | 1.07% | 9.34% |
| 2016 | -1.77% | -1.11% | 1.17% | -1.72% |
Expense Ratio
AMPT 2EN features an expense ratio of 0.35%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of AMPT 2EN is 40, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
SRLN SPDR Blackstone Senior Loan ETF | 5.18 | 8.03 | 2.47 | 7.40 | 55.60 |
DTD WisdomTree U.S. Total Dividend Fund | 3.12 | 4.28 | 1.57 | 3.36 | 20.51 |
TLT iShares 20+ Year Treasury Bond ETF | 0.85 | 1.30 | 1.15 | 0.28 | 2.37 |
SJNK SPDR Bloomberg Barclays Short Term High Yield Bond ETF | 3.48 | 5.70 | 1.73 | 5.66 | 32.63 |
HYG iShares iBoxx $ High Yield Corporate Bond ETF | 3.12 | 5.04 | 1.63 | 1.70 | 26.39 |
VCLT Vanguard Long-Term Corporate Bond ETF | 1.61 | 2.34 | 1.27 | 0.57 | 5.52 |
RCRIX RiverPark Floating Rate CMBS Fund | 7.53 | 14.84 | 4.96 | 28.17 | 160.50 |
JNK SPDR Barclays High Yield Bond ETF | 3.09 | 4.95 | 1.62 | 1.59 | 26.07 |
XLY Consumer Discretionary Select Sector SPDR Fund | 1.29 | 1.79 | 1.22 | 0.81 | 5.99 |
Dividends
Dividend yield
AMPT 2EN granted a 5.19% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| AMPT 2EN | 5.19% | 4.97% | 4.02% | 2.82% | 3.34% | 3.71% | 4.10% | 3.46% | 3.61% | 3.81% | 3.52% | 3.55% |
| Portfolio components: | ||||||||||||
SRLN SPDR Blackstone Senior Loan ETF | 8.91% | 8.44% | 5.72% | 4.45% | 4.91% | 5.39% | 4.98% | 4.01% | 3.94% | 4.43% | 3.66% | 1.91% |
DTD WisdomTree U.S. Total Dividend Fund | 2.23% | 2.43% | 2.62% | 2.04% | 2.73% | 2.50% | 2.93% | 2.36% | 3.11% | 3.02% | 2.42% | 2.38% |
TLT iShares 20+ Year Treasury Bond ETF | 3.90% | 3.38% | 2.67% | 1.50% | 1.50% | 2.27% | 2.63% | 2.43% | 2.60% | 2.61% | 2.67% | 3.26% |
SJNK SPDR Bloomberg Barclays Short Term High Yield Bond ETF | 7.36% | 7.20% | 5.85% | 4.21% | 5.34% | 5.64% | 5.69% | 5.64% | 5.65% | 5.81% | 5.46% | 5.34% |
HYG iShares iBoxx $ High Yield Corporate Bond ETF | 6.34% | 5.75% | 5.30% | 4.02% | 4.88% | 4.99% | 5.54% | 5.12% | 5.27% | 5.90% | 5.69% | 6.10% |
VCLT Vanguard Long-Term Corporate Bond ETF | 4.85% | 4.67% | 4.44% | 3.07% | 3.16% | 3.81% | 4.55% | 4.01% | 4.33% | 4.68% | 4.29% | 4.83% |
RCRIX RiverPark Floating Rate CMBS Fund | 7.45% | 7.90% | 3.80% | 2.34% | 3.16% | 3.35% | 4.74% | 1.11% | 0.00% | 0.00% | 0.00% | 0.00% |
JNK SPDR Barclays High Yield Bond ETF | 6.50% | 6.38% | 6.06% | 4.27% | 5.11% | 5.44% | 5.90% | 5.60% | 6.06% | 6.59% | 5.99% | 6.05% |
XLY Consumer Discretionary Select Sector SPDR Fund | 0.76% | 0.78% | 1.00% | 0.53% | 0.82% | 1.28% | 1.34% | 1.20% | 1.71% | 1.43% | 1.31% | 1.16% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the AMPT 2EN. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the AMPT 2EN was 20.23%, occurring on Oct 20, 2022. Recovery took 477 trading sessions.
The current AMPT 2EN drawdown is 1.10%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -20.23% | Nov 8, 2021 | 240 | Oct 20, 2022 | 477 | Sep 16, 2024 | 717 |
| -17.29% | Feb 21, 2020 | 21 | Mar 20, 2020 | 54 | Jun 8, 2020 | 75 |
| -5.84% | Aug 30, 2018 | 80 | Dec 24, 2018 | 28 | Feb 5, 2019 | 108 |
| -3.85% | Oct 3, 2016 | 30 | Nov 11, 2016 | 66 | Feb 17, 2017 | 96 |
| -3.77% | Jan 29, 2018 | 10 | Feb 9, 2018 | 106 | Jul 13, 2018 | 116 |
Volatility
Volatility Chart
The current AMPT 2EN volatility is 1.25%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
Diversification
Asset Correlations Table
| RCRIX | TLT | VCLT | SRLN | XLY | DTD | SJNK | JNK | HYG | |
|---|---|---|---|---|---|---|---|---|---|
| RCRIX | 1.00 | 0.01 | 0.03 | 0.08 | 0.05 | 0.04 | 0.03 | 0.02 | 0.01 |
| TLT | 0.01 | 1.00 | 0.82 | -0.06 | -0.08 | -0.14 | 0.08 | 0.11 | 0.12 |
| VCLT | 0.03 | 0.82 | 1.00 | 0.17 | 0.20 | 0.16 | 0.38 | 0.41 | 0.42 |
| SRLN | 0.08 | -0.06 | 0.17 | 1.00 | 0.48 | 0.51 | 0.57 | 0.56 | 0.55 |
| XLY | 0.05 | -0.08 | 0.20 | 0.48 | 1.00 | 0.73 | 0.64 | 0.65 | 0.66 |
| DTD | 0.04 | -0.14 | 0.16 | 0.51 | 0.73 | 1.00 | 0.66 | 0.67 | 0.68 |
| SJNK | 0.03 | 0.08 | 0.38 | 0.57 | 0.64 | 0.66 | 1.00 | 0.95 | 0.95 |
| JNK | 0.02 | 0.11 | 0.41 | 0.56 | 0.65 | 0.67 | 0.95 | 1.00 | 0.98 |
| HYG | 0.01 | 0.12 | 0.42 | 0.55 | 0.66 | 0.68 | 0.95 | 0.98 | 1.00 |